Bayesian inference and forecasts with full range autoregressive time series models.

Venkatesan, D. and SITA DEVI, K. and Gallo, Michele (2008) Bayesian inference and forecasts with full range autoregressive time series models. In: Methods, Models and Information Technologies for Decision Support Systems, 18-20 settembre 2008, LECCE.

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Official URL: http://siba-ese.unisalento.it/index.php/MTISD2008/issue/current

Abstract

This paper describes the Bayesian inference and forecasting as applied to the full range autoregressive (FRAR) model. The FRAR model provides an acceptable alternative to the existing methodology. The main advantage associated with the new method is that one is completely avoiding the problem of order determination of the model as in the existing methods.

Item Type:	Conference or Workshop Item (Lecture)
Uncontrolled Keywords:	Full range autoregressive model; Posterior distribution; Bayesian analysis; Bayesian predictive distribution.
Subjects:	AREA 13 - Scienze economiche e statistiche > STATISTICA
ID Code:	698
Deposited By:	Prof. Michele Gallo
Deposited On:	19 Aug 2011 09:32
Last Modified:	19 Aug 2011 09:32

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